+105.1%
V vs APLD
+230.9%
-125.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.7% | -9.7% | -0.2% |
| 7D | +2.2% | -12.7% | +14.9% | +2.4% |
| 30D | +13.6% | -34.7% | +48.3% | +14.4% |
| 3M | +14.3% | -46.1% | +60.4% | +15.5% |
| 6M | +33.1% | -64.9% | +97.9% | +35.4% |
| YTD | +21.2% | -36.6% | +57.8% | +20.8% |
| 1Y | +26.4% | -50.0% | +76.4% | +26.5% |
| 3Y | +77.6% | +190.1% | -112.5% | +61.9% |
| All | +105.1% | +230.9% | -125.7% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded APLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling